I'm a newbie myself, so this will just be a quick and very basic "how to"...
I've used the same software combination myself (Any/Clone) with excellent results...it is very easy to use and in general you'll have no problems creating backups of your DVDs..
Now, on the specific question you are asking...the problem you are facing is that most commercial DVDs nowadays are in a format called DVD9, which means that they have a 9Gigs capacity (for about 4 hrs of video) to fit all the extras, etc. They achieve this by putting 2 layers of information on the same disk. Most common blank DVDs only have about half of the capacity because they only have one layer (a format called DVD5)
So, you can do several things:
1) Buy double layer media (DVD9) which is now easily available at most electronics stores (Best Buy, etc) to creat perfect copies of your CDs. The only cons is that this media is still relatively expensive. I would recommend this if the extra features on the DVDs are really important to you.
2) You can "split" the content of your DVD9 into two DVD5s. Clone can do this for you. This option is probably cheaper that the previous one, but is not as convenient (you'll have to swap disks in the middle of the movie)
3) If you don't care about extra features and don't mind sacrificing a little bit of quality (and I really mean only a little bit) you can ask Clone to only back up the movie without the extras and perhaps "compress" it a little bit. This way the movie will fit into a cheaper DVD5.
For reference, I usually do (3).
In terms of media, most people around here agree that you should "invest" in good media to avoid creating "coasters". Some brands recomended here: Taiyo, Verbatim, TDK. You can do a quick search and find what people prefer...I myself like TDK for quality vs. price...
Hope this helps..